Trading Metrics calculated at close of trading on 15-Jan-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-2013 |
15-Jan-2013 |
Change |
Change % |
Previous Week |
Open |
1,466.75 |
1,465.00 |
-1.75 |
-0.1% |
1,460.25 |
High |
1,471.25 |
1,468.25 |
-3.00 |
-0.2% |
1,471.50 |
Low |
1,460.25 |
1,456.50 |
-3.75 |
-0.3% |
1,446.00 |
Close |
1,464.25 |
1,465.25 |
1.00 |
0.1% |
1,467.25 |
Range |
11.00 |
11.75 |
0.75 |
6.8% |
25.50 |
ATR |
17.03 |
16.65 |
-0.38 |
-2.2% |
0.00 |
Volume |
1,168,502 |
1,324,056 |
155,554 |
13.3% |
6,451,640 |
|
Daily Pivots for day following 15-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,498.50 |
1,493.75 |
1,471.75 |
|
R3 |
1,486.75 |
1,482.00 |
1,468.50 |
|
R2 |
1,475.00 |
1,475.00 |
1,467.50 |
|
R1 |
1,470.25 |
1,470.25 |
1,466.25 |
1,472.50 |
PP |
1,463.25 |
1,463.25 |
1,463.25 |
1,464.50 |
S1 |
1,458.50 |
1,458.50 |
1,464.25 |
1,461.00 |
S2 |
1,451.50 |
1,451.50 |
1,463.00 |
|
S3 |
1,439.75 |
1,446.75 |
1,462.00 |
|
S4 |
1,428.00 |
1,435.00 |
1,458.75 |
|
|
Weekly Pivots for week ending 11-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,538.00 |
1,528.25 |
1,481.25 |
|
R3 |
1,512.50 |
1,502.75 |
1,474.25 |
|
R2 |
1,487.00 |
1,487.00 |
1,472.00 |
|
R1 |
1,477.25 |
1,477.25 |
1,469.50 |
1,482.00 |
PP |
1,461.50 |
1,461.50 |
1,461.50 |
1,464.00 |
S1 |
1,451.75 |
1,451.75 |
1,465.00 |
1,456.50 |
S2 |
1,436.00 |
1,436.00 |
1,462.50 |
|
S3 |
1,410.50 |
1,426.25 |
1,460.25 |
|
S4 |
1,385.00 |
1,400.75 |
1,453.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,471.50 |
1,451.25 |
20.25 |
1.4% |
11.25 |
0.8% |
69% |
False |
False |
1,275,473 |
10 |
1,471.50 |
1,438.25 |
33.25 |
2.3% |
12.00 |
0.8% |
81% |
False |
False |
1,399,698 |
20 |
1,471.50 |
1,382.25 |
89.25 |
6.1% |
18.00 |
1.2% |
93% |
False |
False |
1,461,729 |
40 |
1,471.50 |
1,333.75 |
137.75 |
9.4% |
16.50 |
1.1% |
95% |
False |
False |
814,844 |
60 |
1,471.50 |
1,333.75 |
137.75 |
9.4% |
17.75 |
1.2% |
95% |
False |
False |
543,906 |
80 |
1,471.50 |
1,333.75 |
137.75 |
9.4% |
17.00 |
1.2% |
95% |
False |
False |
408,380 |
100 |
1,471.50 |
1,333.75 |
137.75 |
9.4% |
15.75 |
1.1% |
95% |
False |
False |
326,785 |
120 |
1,471.50 |
1,319.00 |
152.50 |
10.4% |
15.00 |
1.0% |
96% |
False |
False |
272,348 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,518.25 |
2.618 |
1,499.00 |
1.618 |
1,487.25 |
1.000 |
1,480.00 |
0.618 |
1,475.50 |
HIGH |
1,468.25 |
0.618 |
1,463.75 |
0.500 |
1,462.50 |
0.382 |
1,461.00 |
LOW |
1,456.50 |
0.618 |
1,449.25 |
1.000 |
1,444.75 |
1.618 |
1,437.50 |
2.618 |
1,425.75 |
4.250 |
1,406.50 |
|
|
Fisher Pivots for day following 15-Jan-2013 |
Pivot |
1 day |
3 day |
R1 |
1,464.25 |
1,464.75 |
PP |
1,463.25 |
1,464.50 |
S1 |
1,462.50 |
1,464.00 |
|